Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 1.55% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 192,241 CHF | 65,080 CHF | 99.39% | 99.39% |
12/07/2024 | 1.53% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 194,050 CHF | 65,683 CHF | 98.66% | 98.66% |
11/07/2024 | 1.41% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 211,439 CHF | 71,480 CHF | 92.48% | 92.48% |
10/07/2024 | 1.32% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 225,441 CHF | 76,147 CHF | 98.66% | 98.66% |
09/07/2024 | 1.30% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 230,014 CHF | 77,672 CHF | 99.28% | 99.28% |
08/07/2024 | 1.36% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 218,580 CHF | 73,860 CHF | 99.40% | 99.40% |
05/07/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 244,915 CHF | 82,638 CHF | 99.38% | 99.38% |
04/07/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 243,613 CHF | 82,204 CHF | 99.41% | 99.41% |
03/07/2024 | 1.34% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 222,421 CHF | 75,140 CHF | 99.05% | 99.05% |
02/07/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 219,755 CHF | 74,252 CHF | 99.14% | 99.14% |